Optimal Debt And Endogenous Growth In Models Of International Finance
The International Monetary Fund, the World Bank and the bond rating agencies did not anticipate the crises in Asia 1997-98 and in Argentina 2001. With this statement in mind, we consider some multi-stage inter-temporal stochastic optimisation models in international finance that imply theoretically founded and empirically measurable Early Warning Signals. The mathematical technique is dynamic programming/stochastic optimal control (DP/SOC). Copyright Blackwell Publishing Ltd/University of Adelaide and Flinders University 2005..
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Volume (Year): 44 (2005)
Issue (Month): 4 (December)
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